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WDC vs. PVH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WDC and PVH is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

WDC vs. PVH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Digital Corporation (WDC) and PVH Corp. (PVH). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%JulyAugustSeptemberOctoberNovemberDecember
552.00%
1,032.22%
WDC
PVH

Key characteristics

Sharpe Ratio

WDC:

0.67

PVH:

-0.28

Sortino Ratio

WDC:

1.17

PVH:

-0.13

Omega Ratio

WDC:

1.14

PVH:

0.98

Calmar Ratio

WDC:

0.52

PVH:

-0.24

Martin Ratio

WDC:

2.07

PVH:

-0.47

Ulcer Index

WDC:

12.48%

PVH:

22.19%

Daily Std Dev

WDC:

38.61%

PVH:

37.22%

Max Drawdown

WDC:

-96.20%

PVH:

-84.98%

Current Drawdown

WDC:

-34.93%

PVH:

-36.35%

Fundamentals

Market Cap

WDC:

$22.35B

PVH:

$6.11B

EPS

WDC:

$0.91

PVH:

$12.21

PE Ratio

WDC:

71.03

PVH:

9.00

PEG Ratio

WDC:

490.33

PVH:

0.60

Total Revenue (TTM)

WDC:

$14.35B

PVH:

$8.77B

Gross Profit (TTM)

WDC:

$4.79B

PVH:

$5.27B

EBITDA (TTM)

WDC:

$2.10B

PVH:

$1.19B

Returns By Period

In the year-to-date period, WDC achieves a 21.33% return, which is significantly higher than PVH's -13.03% return. Over the past 10 years, WDC has underperformed PVH with an annualized return of -3.94%, while PVH has yielded a comparatively higher -1.33% annualized return.


WDC

YTD

21.33%

1M

-1.61%

6M

-20.80%

1Y

24.73%

5Y*

1.21%

10Y*

-3.94%

PVH

YTD

-13.03%

1M

5.22%

6M

-6.34%

1Y

-13.15%

5Y*

0.30%

10Y*

-1.33%

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Risk-Adjusted Performance

WDC vs. PVH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) and PVH Corp. (PVH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for WDC, currently valued at 0.67, compared to the broader market-4.00-2.000.002.000.67-0.28
The chart of Sortino ratio for WDC, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.17-0.13
The chart of Omega ratio for WDC, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.98
The chart of Calmar ratio for WDC, currently valued at 0.52, compared to the broader market0.002.004.006.000.52-0.24
The chart of Martin ratio for WDC, currently valued at 2.06, compared to the broader market0.0010.0020.002.07-0.47
WDC
PVH

The current WDC Sharpe Ratio is 0.67, which is higher than the PVH Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of WDC and PVH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.67
-0.28
WDC
PVH

Dividends

WDC vs. PVH - Dividend Comparison

WDC has not paid dividends to shareholders, while PVH's dividend yield for the trailing twelve months is around 0.14%.


TTM20232022202120202019201820172016201520142013
WDC
Western Digital Corporation
0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%4.00%1.36%1.25%
PVH
PVH Corp.
0.14%0.12%0.22%0.04%0.04%0.14%0.16%0.11%0.17%0.21%0.12%0.11%

Drawdowns

WDC vs. PVH - Drawdown Comparison

The maximum WDC drawdown since its inception was -96.20%, which is greater than PVH's maximum drawdown of -84.98%. Use the drawdown chart below to compare losses from any high point for WDC and PVH. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-34.93%
-36.35%
WDC
PVH

Volatility

WDC vs. PVH - Volatility Comparison

Western Digital Corporation (WDC) has a higher volatility of 11.62% compared to PVH Corp. (PVH) at 10.23%. This indicates that WDC's price experiences larger fluctuations and is considered to be riskier than PVH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.62%
10.23%
WDC
PVH

Financials

WDC vs. PVH - Financials Comparison

This section allows you to compare key financial metrics between Western Digital Corporation and PVH Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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